Restricted robust uniform matroid maximization under interval uncertainty
成果类型:
Article
署名作者:
Yaman, H.; Karasan, O. E.; Pinar, M. C.
署名单位:
Ihsan Dogramaci Bilkent University
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610
DOI:
10.1007/s10107-006-0008-1
发表日期:
2007
页码:
431-441
关键词:
spanning tree problem
shortest-path problem
bound algorithm
optimization
complexity
摘要:
For the problem of selecting p items with interval objective function coefficients so as to maximize total profit, we introduce the r-restricted robust deviation criterion and seek solutions that minimize the r-restricted robust deviation. This new criterion increases the modeling power of the robust deviation (minmax regret) criterion by reducing the level of conservatism of the robust solution. It is shown that r-restricted robust deviation solutions can be computed efficiently. Results of experiments and comparisons with absolute robustness, robust deviation and restricted absolute robustness criteria are reported.